Antecedentes relacionados con la integración empresarial

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Field Definition

Category This identifies a commission category to be used when applying commission charges to stock exchange contracts created for this portfolio. This field should not be entered if a value is entered in the Table Code field.

Commission categories are defined on the Commission Tables by Category (CTCM) screen, described in the Stock

Exchange and Securities Administration Guide.

Client City The city of residence of the client who owns this portfolio. Cities are set up on the General Purpose Narratives (GNARR) table, type CI, described in the Guide to Setting Up.

Client Number This is a unique number used to represent a client. It is assigned after the client has been set up on the Client Details – Banking (CIWSL) screen, described in the Clients

and Accounts Administration Guide.

Client Shortname The client shortname of the owner of this portfolio.

If the owner of a portfolio is to be a client of your institution or a third party, this is their current client shortname. If the portfolio is to be owned by your institution then a dummy client must be created

Client shortnames are defined for a client on the Client Details – Banking (CIWSL) screen, described in the Clients and

Accounts Administration Guide.

Component This identifies the component. If it is a contract, the Contract Number is displayed, if it is a portfolio, the Portfolio Identifier is displayed.

Continuation Indicator

This field controls whether continuation commission can be used for this portfolio. Continuation commission involves modifying the commission paid on a portfolio's contracts during a period, based on the total consideration amount of all the contracts.

The period over which commission is calculated is defined by the blueprint parameter BP-EQ-CNTPRD and has values of, for example, 1, 2 or 3 days. See "Blueprint Parameters" in the

Guide to Setting for more information.

Allowed values in this field are:

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On Allow continuation commission Off Do not allow continuation commission

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Y Allow continuation commission N Do not allow continuation commission Contract Currency This is the currency that the contract was created in.

Definition of Field Names

Field Definition

Contract Group This is a grouping of similar assets of the portfolio. The following contract groups are allowed:

• All contracts of one type belonging to this portfolio, for example all Money Market contracts

• All cash accounts belonging to this portfolio

• All stock exchange assets belonging to this portfolio On the Portfolio Valuation (PFVL1) screen, this is the contract group related to the displayed Book Value and Market Value. Only contract groups that have outstanding contracts or assets in that portfolio will be displayed.

On the Portfolio Contract Valuation (PFVL2) screen, this limits the inquiry to contracts belonging to this group.

See "Contract Types" in Section 1 of this guide for more information.

Contract Note Addresses

This is a nine-digit code referring to the nine possible postal addresses, which can be set up for a client. Using this you can specify how many copies of contract notes will be produced and sent to each of the nine addresses. Contract notes are produced by the SXCNOTE – SX Contract Note report, described in the On-Demand Reports Guide.

For example the code "201000000" would result in two copies of any documentation being sent to the first address and one copy of any documentation being sent to the third address set up for a client.

Client addresses are set up on the Names and Addresses (NAMDM) screen, described in the Clients and Accounts

Administration Guide.

Contract Number This is the contract number of the contract, assigned after the contract has been entered into the system.

Currency This defines the currency in which the values on this screen are displayed. If left blank, this defaults to the currency defined for the portfolio.

On the Portfolio Contract Valuations (PFVL2) screen, this is the currency in which the values on this screen are displayed. If left blank, the values for each contract will be displayed in the currency of that contract.

Definition of Field Names

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Field Definition

Current Position If a transaction or price change has taken place that will affect the market value displayed on this screen for a security, you can re-value the security to get current valuation information. A security requiring re-valuation will have a "Y" displayed in the "Updated" field adjacent to it.

To re-value the security:

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Switch On and click Ok

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Enter "Y" in this field and press Transmit Custody Model This is the custody model linked to a portfolio, which specifies

where the various securities in the portfolio are to be held. Custody Models are defined on screen Custody Model Maintenance (SXCMM) screen, described in the Stock

Exchange and Securities Administration Guide.

Dealing Flag This defines whether portfolios of this type are allowed to create stock exchange securities orders and contracts.

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On Allowed to create orders and contracts Off Not allowed to create orders and contracts

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Y Allowed to create orders and contracts N Not allowed to create orders and contracts Delete This allows you to remove a "Linked Portfolio" from a hierarchy.

To do this:

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Switch On this field adjacent to the linked portfolio you want to remove and click the Delete button

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Enter "Y" in this field adjacent to the linked portfolio you want to remove and press Transmit

Description On the Portfolio Type Maintenance (PFTM) screen, this is a description of the portfolio type.

Discount/Surcharge %

This is a percentage discount or surcharge applied to the commission for stock exchange securities contracts created for this portfolio. The commission is calculated using either the commission category or commission table entered in the Category or Table Code fields respectively.

Definition of Field Names

Field Definition

Discretionary This is a documentary only field defining how the portfolio manager will handle the account.

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On Portfolio Manager controls the account Off Portfolio Manager can advise the client, who

controls the account

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Y Portfolio Manager controls the account N Portfolio Manager can advise the client, who

controls the account

Income A forecast for the asset positions for this portfolio. This information comes from the securities master file, and can be in the form of dividends, or accrued interest.

Income Payment Indicator

This determines how any payments from corporate action events are received by this portfolio. This can either be:

Paid via Asset Manager (Y) - The payment is made through your institution

Not Paid via Asset Manager (N) - The payment is not made through your institution

Mandated Direct to Client Account (M) - The payment is a mandated payment, for example a standing order. The payment is calculated but not processed

Instrument Identifier For Securities, Futures and Options contracts, this is the Identifier of the instrument traded by the contract. A list of Securities instruments can be obtained from the MISTHLST - Securities Static Header Structure report. Futures and Options instruments are listed on the FTPRMLST - Futures/Options Instrument List report. (See the On-Demand Reports Guide for details of these reports.)

For contracts other than Securities, Futures and Options, this field displays the product type traded by the contract.

Linked Portfolio This is a portfolio to be linked in a hierarchy beneath the parent portfolio. The parent portfolio is defined in the "Portfolio" field.

Market Value This is the current market value of the asset.

Definition of Field Names

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Field Definition

Payment Made This determines whether payments are to be made gross or net. If entered, the value in this field will be used for all entitlements affecting this portfolio. Entitlements are created during corporate action events, see Corporate Actions in the

Stock Exchange and Securities Administration Guide for more

information.

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Gross Net

T

G Gross N Net

Portfolio This is the identifying name given to a portfolio on the Portfolio Definition (PFDFM) screen.

On the Portfolio Tree Maintenance (PRTFM) screen, this is the parent portfolio to which portfolios are to be linked. Portfolio Category This identifies the owner of a portfolio linked to this portfolio

type. This can be either:

Client – a portfolio belonging to a client of your institution Bank – a portfolio belonging to your institution

Third Party – a portfolio belonging to a third party who deals

with your institution.

See Portfolio Types in Section 1 of this guide for more information.

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Client Bank Third Party

T

C Client B Bank T Third Party

Portfolio Identifier This is the portfolio identifier of the template you will be using to create a new portfolio. Portfolio templates are created on the Portfolio Definition (PFDFM) screen.

Portfolio Manager This is the officer of your institution responsible for this portfolio. Portfolio managers are defined on the Dealers and Officers (DEALR) screen, described in the Core Functions

and Inquiries Guide.

Portfolio Name This will be the name of the portfolio you are creating.

Portfolio Reference This will be the portfolio identifier of the new portfolio you are creating. If left blank, this field will be defaulted to the "Client Shortname" and a suffix. The suffix is the next number in the range defined by the "Portfolio Suffix Range" fields on the Portfolio Definition (PFDFM) screen.

Definition of Field Names

Field Definition

Portfolio Suffix Range

These fields are only used when creating a portfolio template. They define a range of numbers to be used as suffixes when portfolio identifiers of a new portfolio are created

automatically.

Portfolio Type This is used to group the portfolios together, and to define the basic characteristics of a portfolio. Each portfolio must be assigned a portfolio type, on the Portfolio Definition (PFDFM) screen.

Portfolio Types are set up on the Portfolio Type Maintenance (PFTM) screen.

Post Mark to Market For bank portfolios not engaged in stock exchange securities contracts, this indicates the method used to value the portfolio. It may be marked to market or compared against the zero coupon yield curve.

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On Mark to Market Off Zero Coupon Yield Curve

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Y Mark to Market N Zero Coupon Yield Curve

Preferred Currency This is the currency to which all positions held in the portfolio are converted when a consolidated position is displayed. Price This is the current price of the security as recorded in the

Securities Master File. See the Stock Exchange and

Securities Administration Guide for more information

Product Type This identifies the product being traded for this contract. For example, Treasury Bonds, Gilts, Foreign Exchange Spot Deal. Product definitions are held on the Product Types

Maintenance (PRTPM) screen, described in the Core

Functions and Inquiries Guide.

Quantity This is the quantity of the security held in this portfolio.

Scrip Dividend Election

This field is for future use.

Security This is the identifier of the security. This can either be the security identifier as defined in the securities master file, or one of the instruments defined for this security on the Security

Definition of Field Names

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Field Definition

Show Euro Equivalent

Selecting this field will display all “in” currency amounts in euro.

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On Display amounts in euro

Off Display amounts in original currency

T

Y Display amounts in euro

N Display amounts in original currency Start Contract Group This is the contract group from which the inquiry is to start.

Start Contract Number

This is the contract number from which the inquiry is to start.

Start Product Type This is the product type from which the inquiry is to start.

Starting Currency This is the currency from which you want to start the inquiry.

Starting Portfolio This is the portfolio from which you want to start the inquiry.

Status The current status of the portfolio. This can be:

á

Active the portfolio exists and can be used Inactive the portfolio exists but cannot be used Deleted the portfolio has been deleted, but can be reintroduced by changing the status

T

A Active I Inactive D Deleted Supplementary

Charges 1 to 3

This identifies the default supplementary charges to be levied on stock exchange securities contracts created for this portfolio.

Supplementary charges are defined on the Supplementary Charges Maintenance (SUPCM) screen, described in the

Stock Exchange and Securities Administration Guide.

Table Code This identifies a commission table to be used when applying commission charges to stock exchange contracts created for this portfolio. This field should not be entered if a value is entered in the Category field.

Commission tables are defined on the Commission Table Maintenance (COMMM) screen, described in the Stock

Definition of Field Names

Field Definition

Template This field defines whether you are creating a portfolio template, or a single portfolio.

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On Creating a template Off Creating a single portfolio

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Y Creating a template N Creating a single portfolio

Type This is the portfolio type of the current portfolio. Portfolio types are set up on the Portfolio Type Maintenance (PFTM) screen. Update This controls which portfolios will be created:

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Switch "On" this field adjacent to all portfolios you want to create

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Enter "Y" in this field adjacent to all portfolios you want to create

Updated A "Yes" will be displayed here if any transaction has affected a security or there has been a price change since the last overnight run that affects the displayed values of the security. You can revalue those figures that need updating using the "Current Position" field.

Value Date This shows the date for which the values are displayed. This field is non-enterable, and defaults to the last day for which the values were updated in the overnight run.

Valuation Exchange Group

This is the exchange rate group used when displaying valuations on inquiry screens. Exchange rate groups are defined on the Exchange Rates (EXCHM) screen, described in the Core Functions and Inquiries Guide.

Yield This is the percentage of the Income accumulated for the security divided by the Market value of the security.

Definition of Field Names

Index

B

Bank Portfolio, 1-2

Bank Portfolio Components screen Description of, 2-14 Example of, 2-15

C

Charges Portfolio, 1-6 Client Portfolio, 1-2 Clients for Portfolios, 1-2

D

Defining Portfolios, 1-4 Definition of Field Names, 3-1

F

In document La gestión del capital intelectual en la integración empresarial en una empresa internacional de seguros con sede en Lima, 2014 (página 30-35)